Cigarettes are tested by placing them in a holder and subjecting the oral end to a sub-ambient pressure after lighting of the free end. The smoke resulting from this so-called "machine smoke" is passed through a disc-shaped filter which is subsequently weighed and analyzed. Previous holding devices for the cigarettes and the disc filters have comprised two connical, individually machined plastic parts which telescope together, the inner part having an outer circumferential groove to receive an O-ring seal which is pressed into the outer part to seal the chamber in which the filter disc is retained between the parties. These machined parts are relatively heavy with respect to the filter disc and are made for long range use. They have a tendency to absorb the products of combustion and thus become discolored. In addition, the weight may change with use and the change in weight together with the discrepancy in relative weight between the filter and the holder has a tendency to reduce the accuracy of the test results.